Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.2462 | 0 |
1 | 0.131891 | 1.0876 | 0.140305 |
2 | 0.04042 | 0.3333 | 0.369964 |
3 | 0.253919 | 2.0939 | 0.020001 |
4 | -0.042946 | -0.3541 | 0.637837 |
5 | 0.088572 | 0.7304 | 0.233833 |
6 | 0.150826 | 1.2437 | 0.108933 |
7 | -0.158287 | -1.3053 | 0.901899 |
8 | 0.142164 | 1.1723 | 0.122582 |
9 | 0.207816 | 1.7137 | 0.04557 |
10 | -0.181946 | -1.5004 | 0.930926 |
11 | -0.0187 | -0.1542 | 0.561046 |
12 | -0.20381 | -1.6807 | 0.951291 |
13 | -0.229733 | -1.8944 | 0.968789 |
14 | 0.106346 | 0.877 | 0.1918 |
15 | -0.135452 | -1.117 | 0.86603 |
16 | -0.106481 | -0.8781 | 0.8085 |
17 | 0.251561 | 2.0744 | 0.020914 |
18 | -0.083006 | -0.6845 | 0.752004 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.131891 | 1.0876 | 0.140305 |
1 | 0.023432 | 0.1932 | 0.42368 |
2 | 0.250109 | 2.0624 | 0.021494 |
3 | -0.116002 | -0.9566 | 0.828916 |
4 | 0.112525 | 0.9279 | 0.178369 |
5 | 0.06428 | 0.5301 | 0.298897 |
6 | -0.165856 | -1.3677 | 0.912043 |
7 | 0.161978 | 1.3357 | 0.09305 |
8 | 0.136901 | 1.1289 | 0.131451 |
9 | -0.183924 | -1.5167 | 0.933008 |
10 | -0.077416 | -0.6384 | 0.737317 |
11 | -0.274373 | -2.2625 | 0.986569 |
12 | -0.063234 | -0.5214 | 0.698124 |
13 | 0.105461 | 0.8697 | 0.193775 |
14 | -0.053958 | -0.4449 | 0.671114 |
15 | 0.061738 | 0.5091 | 0.306163 |
16 | 0.203567 | 1.6787 | 0.048905 |
17 | -0.071674 | -0.591 | 0.721774 |
18 | -0.182491 | -1.5049 | 0.931505 |